Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.49% | 90.75 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,699 CHF | 458,949 CHF | 99.38% | 99.38% |
19/11/2024 | 0.49% | 91.05 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,822 CHF | 458,072 CHF | 99.37% | 99.37% |
18/11/2024 | 0.49% | 91.95 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,882 CHF | 463,132 CHF | 98.95% | 98.95% |
15/11/2024 | 0.48% | 92.65 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,040 CHF | 467,290 CHF | 99.37% | 99.37% |
14/11/2024 | 0.48% | 94.90 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,943 CHF | 475,240 CHF | 99.37% | 99.37% |
13/11/2024 | 0.52% | 95.10 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,912 CHF | 478,386 CHF | 65.04% | 65.04% |
12/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,900 CHF | 478,400 CHF | 99.16% | 99.16% |
11/11/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,607 CHF | 482,107 CHF | 99.38% | 99.38% |
08/11/2024 | 0.52% | 95.00 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,535 CHF | 479,035 CHF | 99.38% | 99.38% |
07/11/2024 | 0.52% | 96.05 % | 96.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,531 CHF | 482,031 CHF | 98.56% | 98.56% |